+41.3%
LDOS vs IOVA
+44.8%
-3.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.5% |
| 7D | -5.4% | +9.7% | -15.1% | -5.7% |
| 30D | +4.9% | +102.5% | -97.6% | +2.1% |
| 3M | +7.2% | +100.7% | -93.5% | +4.1% |
| 6M | -24.2% | +106.3% | -130.6% | -26.6% |
| YTD | -25.8% | +222.0% | -247.8% | -29.2% |
| 1Y | -24.7% | +299.5% | -324.3% | -28.7% |
| All | +41.3% | +44.8% | -3.6% | +30.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded IOVA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling